Im a game I'm mastering my PM thread showing as blue, indicating I have a new/unread post. When I review the thread there aren't any unread.

Dud I do or didn't do something?

Using chrome probably. I've been having this problem everywhere I make a post on rpol.
This message was last edited by the user at 04:04, Thu 17 May 2018.

The read/unread flagging relies on cookies to work, and sometimes they get wonky.

If the "Mark all as read" option isn't fixing it, you might try clearing your browser's cache and cookies for rpol to see if that fixes the issue.
This message was last edited by the user at 02:37, Thu 17 May 2018.

This might be an obvious option, but since it got me one time, I'm going to throw it out there...

Do you have multiple characters in that game?  Have you checked all of them?  I had an unread message indicator in a game for three days before I realized that the message was for the character I'd just added...whose messages were listed WAY down the page.